CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 1.0395 1.0454 0.0059 0.6% 1.0638
High 1.0440 1.0454 0.0014 0.1% 1.0638
Low 1.0380 1.0454 0.0074 0.7% 1.0274
Close 1.0358 1.0454 0.0096 0.9% 1.0358
Range 0.0060 0.0000 -0.0060 -100.0% 0.0364
ATR 0.0067 0.0069 0.0002 3.2% 0.0000
Volume 15 12 -3 -20.0% 57
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 1.0454 1.0454 1.0454
R3 1.0454 1.0454 1.0454
R2 1.0454 1.0454 1.0454
R1 1.0454 1.0454 1.0454 1.0454
PP 1.0454 1.0454 1.0454 1.0454
S1 1.0454 1.0454 1.0454 1.0454
S2 1.0454 1.0454 1.0454
S3 1.0454 1.0454 1.0454
S4 1.0454 1.0454 1.0454
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.1515 1.1301 1.0558
R3 1.1151 1.0937 1.0458
R2 1.0787 1.0787 1.0425
R1 1.0573 1.0573 1.0391 1.0498
PP 1.0423 1.0423 1.0423 1.0386
S1 1.0209 1.0209 1.0325 1.0134
S2 1.0059 1.0059 1.0291
S3 0.9695 0.9845 1.0258
S4 0.9331 0.9481 1.0158
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0595 1.0274 0.0321 3.1% 0.0015 0.1% 56% False False 13
10 1.0651 1.0274 0.0377 3.6% 0.0008 0.1% 48% False False 7
20 1.0651 1.0145 0.0506 4.8% 0.0004 0.0% 61% False False 4
40 1.0651 0.9483 0.1168 11.2% 0.0003 0.0% 83% False False 3
60 1.0651 0.9483 0.1168 11.2% 0.0002 0.0% 83% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0454
2.618 1.0454
1.618 1.0454
1.000 1.0454
0.618 1.0454
HIGH 1.0454
0.618 1.0454
0.500 1.0454
0.382 1.0454
LOW 1.0454
0.618 1.0454
1.000 1.0454
1.618 1.0454
2.618 1.0454
4.250 1.0454
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 1.0454 1.0424
PP 1.0454 1.0394
S1 1.0454 1.0364

These figures are updated between 7pm and 10pm EST after a trading day.

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